+514.9%
GEV vs ACM
-25.3%
+540.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.1% |
| 7D | +3.7% | +5.6% | -1.9% | +1.8% |
| 30D | -14.7% | +20.8% | -35.5% | -20.3% |
| 3M | -23.4% | +11.4% | -34.8% | -26.7% |
| 6M | -24.3% | +0.9% | -25.3% | -25.7% |
| YTD | +23.2% | -24.8% | +48.0% | +38.0% |
| 1Y | +44.2% | -46.4% | +90.7% | +106.4% |
| All | +514.9% | -25.3% | +540.2% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling